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Kian-Ping Lim and Jae H. Kim. Return autocorrelations and salient news events: a study of the Malaysian stock market during the Asian crisis. Submitted to International Review of Finance (Current status: under review).
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Chee-Wooi Hooy and Kian-Ping Lim. Is greater level of market integration associated with improved market efficiency? Panel evidence from 49 international stock markets. Submitted to Applied Economics (Current status: under review).
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Kian-Ping Lim, Weiwei Luo and Jae H. Kim. Are U.S. stock index returns predictable? Evidence from automatic autocorrelation-based tests. Submitted to Applied Economics (Current status: under review).
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Kian-Ping Lim and Jae H. Kim. Trade openness and the informational efficiency of emerging stock markets. Submitted to Economic Modelling (Current status: under review).
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Kian-Ping Lim, Robert D. Brooks and Melvin J. Hinich. Are stock returns time reversible: international evidence from frequency-domain tests. Submitted to Quantitative Finance (Current status: Invited for revise and resubmit).
Last Updated (Friday, 09 July 2010 08:11)